Kindle finally figured it out! I got a notification on my kindle that they changed how you can look at footnotes/figures. Basically you still click on the blue number, but when you're done reading the footnote, click in the middle of the screen and a box pops up at the bottom of the screen that you click and it takes you right back where you left off! Huzzah! I hated reading books with footnotes on Kindle, but this new feature has made a big difference. I'm in the middle of Deborah Harkness's The Jewel House, and it's chockablock full of footnotes. So much better!